+721.8%
ENTG vs MTSI
+448.7%
+273.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | -3.0% |
| 7D | -17.1% | -10.0% | -7.1% | -13.0% |
| 30D | -23.0% | -37.2% | +14.2% | -2.9% |
| 3M | -10.2% | -30.1% | +19.8% | +6.8% |
| 6M | -17.8% | -31.9% | +14.1% | -0.6% |
| YTD | +52.4% | +23.2% | +29.2% | +37.3% |
| 1Y | +49.8% | +26.4% | +23.4% | +33.3% |
| 3Y | +42.1% | +186.2% | -144.0% | -14.2% |
| 5Y | -10.2% | +187.0% | -197.3% | -45.5% |
| All | +721.8% | +448.7% | +273.1% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling